scientific article; zbMATH DE number 3947513

MaRDI QIDQ3718076zbMATH OpenFDO

Authors N. A. Likhoded, P. I. Sobolevskij

Publication date 1984

zbMATH Keywords

convergenceCubature formulaeinfinitely divisible distributionsmultiple probability integrals

Mathematics Subject Classification ID

Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Approximate quadratures (41A55) Multidimensional problems (41A63) Stochastic integrals (60H05) Probabilistic methods, stochastic differential equations (65C99) Computation of special functions and constants, construction of tables (65D20) Numerical quadrature and cubature formulas (65D32)

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(5)

• Random invariant cubature formulas
• Monte Carlo cubature construction
• scientific article; zbMATH DE number 1366758 (Why is no real title available?)
• Performance of cubature formulae in probabilistic model analysis and optimization
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